Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 221790.4706 | 334750.2596 | -112959.789 | 21951083.7001 | 9081634.3575 | 12869449.3426 |
Total P&L (%) | 221.7905 | 334.7503 | -112.9598 | 21951.0837 | 9081.6344 | 12869.4493 |
Avg Daily Profit (%) | 0.1387 | 0.2094 | -0.0707 | 0.3381 | 0.2832 | 0.3048 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -324532 | -44641 | -342201 | -2408034 | -2059926 | -1481950 |
Profit Factor | 1.2251 | 2.2418 | 0.8422 | 2.8746 | 2.3223 | 3.6581 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 67 | 31 | 36 | 49 | 25 | 24 |
Losing Trades | 37 | 21 | 16 | 55 | 27 | 28 |
Profitability (%) | 64.4231 | 59.6154 | 69.2308 | 47.1154 | 48.0769 | 46.1538 |
Ratio Avg Win / Avg Loss | 0.6765 | 1.5186 | 0.3743 | 3.2266 | 2.5081 | 4.2678 |
Largest Winning Trade | 71155 | 71155 | 34725 | 5353766 | 5353766 | 2907056 |
Largest Losing Trade | -267654 | -37775 | -267654 | -1889220 | -1889220 | -894887 |
Avg Bars in Trades | 58 | 54 | 62 | 58 | 54 | 62 |
Avg Bars in Winners | 46 | 44 | 48 | 61 | 58 | 64 |
Avg Bars in Losers | 79 | 69 | 93 | 55 | 50 | 60 |
Bars Traded | 6075 | 2838 | 3237 | 6075 | 2838 | 3237 |
Profit Streak | 37.767 | 37.767 | 54.517 | 37.767 | 37.767 | 54.517 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -6712 | -166295 | -757778 | 534612 | -167087 | -165244 |
{ "trading_pair": "AR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6394, "evaluation_days": 1598.5, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1625011200000, "last_datapoint_time": 1759082400000, "evaluation_time": 1759105472947, "expiration_time": 1763225712000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 187, "offset": 0 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 221790.4706395141, 334750.2596054365, -112959.7889659224, 21951083.700116966, 9081634.357479613, 12869449.34263735 ], [ 221.790471, 334.75026, -112.959789, 21951.0837, 9081.634357, 12869.449343 ], [ 0.138749, 0.209415, -0.070666, 0.338134, 0.283152, 0.304823 ], [ 10, 10, 10, 10, 10, 10 ], [ -324532, -44641, -342201, -2408034, -2059926, -1481950 ], [ 1.225077, 2.241801, 0.842197, 2.874606, 2.322277, 3.658136 ], [ 104, 52, 52, 104, 52, 52 ], [ 67, 31, 36, 49, 25, 24 ], [ 37, 21, 16, 55, 27, 28 ], [ 64.423077, 59.615385, 69.230769, 47.115385, 48.076923, 46.153846 ], [ 0.676535, 1.51864, 0.37431, 3.226598, 2.508059, 4.267826 ], [ 71155, 71155, 34725, 5353766, 5353766, 2907056 ], [ -267654, -37775, -267654, -1889220, -1889220, -894887 ], [ 58, 54, 62, 58, 54, 62 ], [ 46, 44, 48, 61, 58, 64 ], [ 79, 69, 93, 55, 50, 60 ], [ 6075, 2838, 3237, 6075, 2838, 3237 ], [ 37.767048, 37.767048, 54.517048, 37.767048, 37.767048, 54.517048 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -6712, -166295, -757778, 534612, -167087, -165244 ] ] }
{ "trading_pair": "AR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6394, "evaluation_days": 1598.5, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1625011200000, "last_datapoint_time": 1759082400000, "evaluation_time": 1759105472947, "expiration_time": 1763225712000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 187, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
---|